+449.3%
MDLZ vs XHB
+173.9%
+275.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.5% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | -2.1% | -6.9% | +4.8% | -0.2% |
| 3M | +1.3% | -1.3% | +2.6% | +1.3% |
| 6M | +6.2% | -6.8% | +13.0% | +7.5% |
| YTD | +15.8% | +0.7% | +15.1% | +14.6% |
| 1Y | +4.1% | -11.2% | +15.4% | +6.5% |
| 3Y | -4.1% | +25.3% | -29.4% | -12.8% |
| 5Y | +13.4% | +37.3% | -24.0% | -1.4% |
| 10Y | +75.7% | +211.5% | -135.8% | +17.9% |
| All | +449.3% | +173.9% | +275.4% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling